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A Doubly Nonlinear Evolution System with Threshold Effects Associated with Dry Friction 与干摩擦相关的具有阈值效应的双非线性演化系统
IF 1.9 3区 数学
Journal of Optimization Theory and Applications Pub Date : 2024-04-10 DOI: 10.1007/s10957-024-02417-2
Samir Adly, Hedy Attouch, Manh Hung Le
{"title":"A Doubly Nonlinear Evolution System with Threshold Effects Associated with Dry Friction","authors":"Samir Adly, Hedy Attouch, Manh Hung Le","doi":"10.1007/s10957-024-02417-2","DOIUrl":"https://doi.org/10.1007/s10957-024-02417-2","url":null,"abstract":"<p>In this paper, we investigate the asymptotic behavior of inertial dynamics with dry friction within the context of a Hilbert framework for convex differentiable optimization. Our study focuses on a doubly nonlinear first-order evolution inclusion that encompasses two potentials. In our analysis, we specifically focus on two main components: the differentiable function <i>f</i> that needs to be minimized, which influences the system’s state through its gradient, and the nonsmooth dry friction potential denoted as <span>(varphi = rVert cdot Vert )</span>. It’s important to note that the dry friction term acts on a linear combination of the velocity vector and the gradient of <i>f</i>. Consequently, any stationary point in our system corresponds to a critical point of <i>f</i>, unlike the case where only the velocity vector is involved in the dry friction term, resulting in an approximate critical point of <i>f</i>. To emphasize the crucial role of <span>(nabla f(x))</span>, we also explore the dual formulation of this dynamic, which possesses a Riemannian gradient structure. To address these dynamics, we employ the recently developed generic acceleration approach by Attouch, Bot, and Nguyen. This approach involves the time scaling of a continuous first-order differential equation, followed by the application of the method of averaging. By applying this methodology, we derive fast convergence results for second-order time-evolution systems with dry friction, asymptotically vanishing viscous damping, and implicit Hessian-driven damping.</p>","PeriodicalId":50100,"journal":{"name":"Journal of Optimization Theory and Applications","volume":null,"pages":null},"PeriodicalIF":1.9,"publicationDate":"2024-04-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140579806","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Optimal Claim-Dependent Proportional Reinsurance Under a Self-Exciting Claim Model 自激索赔模式下的最佳索赔比例再保险
IF 1.9 3区 数学
Journal of Optimization Theory and Applications Pub Date : 2024-04-10 DOI: 10.1007/s10957-024-02429-y
Fan Wu, Yang Shen, Xin Zhang, Kai Ding
{"title":"Optimal Claim-Dependent Proportional Reinsurance Under a Self-Exciting Claim Model","authors":"Fan Wu, Yang Shen, Xin Zhang, Kai Ding","doi":"10.1007/s10957-024-02429-y","DOIUrl":"https://doi.org/10.1007/s10957-024-02429-y","url":null,"abstract":"<p>This paper investigates an optimal reinsurance problem for an insurance company with self-exciting claims, where the insurer’s historical claims affect the claim intensity itself. We focus on a claim-dependent proportional reinsurance contact, where the term “claim-dependent” signifies that the insurer’s risk retention ratio is allowed to depend on claim size. The insurer aims to maximize the expected utility of terminal wealth. By utilizing the dynamic programming principle and verification theorem, we obtain the optimal reinsurance strategy and corresponding value function in closed-form from the Hamilton–Jacobi–Bellman equation under an exponential utility function. We show that the claim-dependent proportional reinsurance is optimal among all types of reinsurance under the exponential utility maximization criterion. In addition, we present several analytical properties and numerical examples of the derived optimal strategy and provide economic insights through analytical and numerical analyses. In particular, we show the optimal claim-dependent proportional reinsurance can be considered as a continuous approximation of the step-wise risk sharing rule between the insurer and the reinsurer.</p>","PeriodicalId":50100,"journal":{"name":"Journal of Optimization Theory and Applications","volume":null,"pages":null},"PeriodicalIF":1.9,"publicationDate":"2024-04-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140579955","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Infeasible and Critically Feasible Optimal Control 不可行和关键可行的最优控制
IF 1.9 3区 数学
Journal of Optimization Theory and Applications Pub Date : 2024-04-10 DOI: 10.1007/s10957-024-02419-0
Regina S. Burachik, C. Yalçın Kaya, Walaa M. Moursi
{"title":"Infeasible and Critically Feasible Optimal Control","authors":"Regina S. Burachik, C. Yalçın Kaya, Walaa M. Moursi","doi":"10.1007/s10957-024-02419-0","DOIUrl":"https://doi.org/10.1007/s10957-024-02419-0","url":null,"abstract":"<p>We consider optimal control problems involving two constraint sets: one comprised of linear ordinary differential equations with the initial and terminal states specified and the other defined by the control variables constrained by simple bounds. When the intersection of these two sets is empty, typically because the bounds on the control variables are too tight, the problem becomes infeasible. In this paper, we prove that, under a controllability assumption, the “best approximation” optimal control minimizing the distance (and thus finding the “gap”) between the two sets is of bang–bang type, with the “gap function” playing the role of a switching function. The critically feasible control solution (the case when one has the smallest control bound for which the problem is feasible) is also shown to be of bang–bang type. We present the full analytical solution for the critically feasible problem involving the (simple but rich enough) double integrator. We illustrate the overall results numerically on various challenging example problems.</p>","PeriodicalId":50100,"journal":{"name":"Journal of Optimization Theory and Applications","volume":null,"pages":null},"PeriodicalIF":1.9,"publicationDate":"2024-04-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140579952","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Lagrange Multipliers in Locally Convex Spaces 局部凸空间中的拉格朗日乘数
IF 1.9 3区 数学
Journal of Optimization Theory and Applications Pub Date : 2024-04-09 DOI: 10.1007/s10957-024-02428-z
Mohammed Bachir, Joël Blot
{"title":"Lagrange Multipliers in Locally Convex Spaces","authors":"Mohammed Bachir, Joël Blot","doi":"10.1007/s10957-024-02428-z","DOIUrl":"https://doi.org/10.1007/s10957-024-02428-z","url":null,"abstract":"<p>We give a general Lagrange multiplier rule for mathematical programming problems in a Hausdorff locally convex space. We consider infinitely many inequality and equality constraints. Our results gives in particular a generalisation of the result of Jahn (Introduction to the theory of nonlinear optimization, Springer, Berlin, 2007), replacing Fréchet-differentiability assumptions on the functions by the Gateaux-differentiability. Moreover, the closed convex cone with a nonempty interior in the constraints is replaced by a strictly general class of closed subsets introduced in the paper and called <i>“admissible sets”</i>. Examples illustrating our results are given.</p>","PeriodicalId":50100,"journal":{"name":"Journal of Optimization Theory and Applications","volume":null,"pages":null},"PeriodicalIF":1.9,"publicationDate":"2024-04-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140579801","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Some Perturbation Bounds of the Tensor Complementarity Problem 张量互补问题的一些扰动边界
IF 1.9 3区 数学
Journal of Optimization Theory and Applications Pub Date : 2024-04-09 DOI: 10.1007/s10957-024-02420-7
Li-Ming Li, Shi-Liang Wu, Ping-Fan Dai
{"title":"Some Perturbation Bounds of the Tensor Complementarity Problem","authors":"Li-Ming Li, Shi-Liang Wu, Ping-Fan Dai","doi":"10.1007/s10957-024-02420-7","DOIUrl":"https://doi.org/10.1007/s10957-024-02420-7","url":null,"abstract":"<p>In this paper, we introduce some constants with the tensors of special structures and present their some useful properties. Furthermore, some perturbation bounds of the tensor complementarity problem are obtained on the base of these constants.\u0000</p>","PeriodicalId":50100,"journal":{"name":"Journal of Optimization Theory and Applications","volume":null,"pages":null},"PeriodicalIF":1.9,"publicationDate":"2024-04-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140579969","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Distance Functions in Some Class of Infinite Dimensional Vector Spaces 某类无限维向量空间中的距离函数
IF 1.9 3区 数学
Journal of Optimization Theory and Applications Pub Date : 2024-04-09 DOI: 10.1007/s10957-024-02425-2
Bator Anne, Walter Briec
{"title":"Distance Functions in Some Class of Infinite Dimensional Vector Spaces","authors":"Bator Anne, Walter Briec","doi":"10.1007/s10957-024-02425-2","DOIUrl":"https://doi.org/10.1007/s10957-024-02425-2","url":null,"abstract":"<p>This paper considers the problem of measuring technical efficiency in some class of normed vector spaces. Specifically, the paper focuses on preordered and partially ordered vector spaces by proposing a suitable encompassing netput formulation of the production possibility set. Duality theorems extending some earlier results are established in the context of infinite dimensional spaces. The paper considers directional and normed distance functions and analyzes their relationships. Among other things, overall efficiency can be derived from technical efficiency under a suitable preordered vector space structure. More importantly, it is shown that the existence of core points in partially ordered vector spaces guarantees the comparison of production vectors using the directional distance function. Although the interior of the positive cone may be empty in infinite dimensional vector spaces, it is shown that normed distance functions can also be used to measure efficiency in such spaces by providing them with a suitable preorder structure.</p>","PeriodicalId":50100,"journal":{"name":"Journal of Optimization Theory and Applications","volume":null,"pages":null},"PeriodicalIF":1.9,"publicationDate":"2024-04-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140579786","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A Boosted-DCA with Power-Sum-DC Decomposition for Linearly Constrained Polynomial Programs 针对线性受限多项式程序的带有功率-和-DC 分解的提升-DCA
IF 1.9 3区 数学
Journal of Optimization Theory and Applications Pub Date : 2024-04-09 DOI: 10.1007/s10957-024-02414-5
Hu Zhang, Yi-Shuai Niu
{"title":"A Boosted-DCA with Power-Sum-DC Decomposition for Linearly Constrained Polynomial Programs","authors":"Hu Zhang, Yi-Shuai Niu","doi":"10.1007/s10957-024-02414-5","DOIUrl":"https://doi.org/10.1007/s10957-024-02414-5","url":null,"abstract":"<p>This paper proposes a novel Difference-of-Convex (DC) decomposition for polynomials using a power-sum representation, achieved by solving a sparse linear system. We introduce the Boosted DCA with Exact Line Search (<span>(hbox {BDCA}_text {e})</span>) for addressing linearly constrained polynomial programs within the DC framework. Notably, we demonstrate that the exact line search equates to determining the roots of a univariate polynomial in an interval, with coefficients being computed explicitly based on the power-sum DC decompositions. The subsequential convergence of <span>(hbox {BDCA}_text {e})</span> to critical points is proven, and its convergence rate under the Kurdyka–Łojasiewicz property is established. To efficiently tackle the convex subproblems, we integrate the Fast Dual Proximal Gradient method by exploiting the separable block structure of the power-sum DC decompositions. We validate our approach through numerical experiments on the Mean–Variance–Skewness–Kurtosis portfolio optimization model and box-constrained polynomial optimization problems. Comparative analysis of <span>(hbox {BDCA}_text {e})</span> against DCA, BDCA with Armijo line search, UDCA, and UBDCA with projective DC decomposition, alongside standard nonlinear optimization solvers <span>FMINCON</span> and <span>FILTERSD</span>, substantiates the efficiency of our proposed approach.</p>","PeriodicalId":50100,"journal":{"name":"Journal of Optimization Theory and Applications","volume":null,"pages":null},"PeriodicalIF":1.9,"publicationDate":"2024-04-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140579792","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Optimal Pricing and Abatement Effort Strategy for Low Carbon Products 低碳产品的最优定价和减排努力策略
IF 1.9 3区 数学
Journal of Optimization Theory and Applications Pub Date : 2024-04-09 DOI: 10.1007/s10957-024-02418-1
Shixian Wang, Sheng Zhou, Cuilian You
{"title":"Optimal Pricing and Abatement Effort Strategy for Low Carbon Products","authors":"Shixian Wang, Sheng Zhou, Cuilian You","doi":"10.1007/s10957-024-02418-1","DOIUrl":"https://doi.org/10.1007/s10957-024-02418-1","url":null,"abstract":"<p>Nowadays, environmental issues have received increasing attention from experts. The main cause is the increase of carbon emissions in the atmosphere, so it is urgent to reduce carbon emissions. In order to establish the optimal pricing strategy as well as the emission reduction effort strategy for companies who produce and sell low carbon products, this paper proposes an optimal control model for low carbon products. The reduction of the carbon emission for the product is described dynamically by a differential equation, and the analytical expressions of the optimal pricing and the emission abatement strategies are derived using the Pontryagin’s maximum principle. Finally, the numerical experiments are used to explain the results obtained. The results show that companies producing and selling low-carbon products must pay more attention to the amount of carbon emission reduction in their products, and make more efforts to reduce emissions in order to make more profits. Additionally, the parametric analysis shows that expanding market size and reducing inventory depletion can be equally helpful in shortening the sales cycle and boosting profits.</p>","PeriodicalId":50100,"journal":{"name":"Journal of Optimization Theory and Applications","volume":null,"pages":null},"PeriodicalIF":1.9,"publicationDate":"2024-04-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140579950","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Computing Critical Angles Between Two Convex Cones 计算两个凸锥之间的临界角
IF 1.9 3区 数学
Journal of Optimization Theory and Applications Pub Date : 2024-04-09 DOI: 10.1007/s10957-024-02424-3
Welington de Oliveira, Valentina Sessa, David Sossa
{"title":"Computing Critical Angles Between Two Convex Cones","authors":"Welington de Oliveira, Valentina Sessa, David Sossa","doi":"10.1007/s10957-024-02424-3","DOIUrl":"https://doi.org/10.1007/s10957-024-02424-3","url":null,"abstract":"<p>This paper addresses the numerical computation of critical angles between two convex cones in Euclidean spaces. We present a novel approach to computing these critical angles by reducing the problem to finding stationary points of a fractional programming problem. To efficiently compute these stationary points, we introduce a partial linearization-like algorithm that offers significant computational advantages. Solving a sequence of strictly convex subproblems with straightforward solutions in several settings gives the proposed algorithm high computational efficiency while delivering reliable results: our theoretical analysis demonstrates that the proposed algorithm asymptotically computes critical angles. Numerical experiments validate the efficiency of our approach, even when dealing with problems of relatively large dimensions: only a few seconds are necessary to compute critical angles between different types of cones in spaces of dimension 1000.</p>","PeriodicalId":50100,"journal":{"name":"Journal of Optimization Theory and Applications","volume":null,"pages":null},"PeriodicalIF":1.9,"publicationDate":"2024-04-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140579804","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Multi-objective Variational Curves 多目标变量曲线
IF 1.9 3区 数学
Journal of Optimization Theory and Applications Pub Date : 2024-04-08 DOI: 10.1007/s10957-024-02427-0
C. Yalçın Kaya, Lyle Noakes, Erchuan Zhang
{"title":"Multi-objective Variational Curves","authors":"C. Yalçın Kaya, Lyle Noakes, Erchuan Zhang","doi":"10.1007/s10957-024-02427-0","DOIUrl":"https://doi.org/10.1007/s10957-024-02427-0","url":null,"abstract":"<p>Riemannian cubics in tension are critical points of the linear combination of two objective functionals, namely the squared <span>(L^2)</span> norms of the velocity and acceleration of a curve on a Riemannian manifold. We view this variational problem of finding a curve as a multi-objective optimization problem and construct the Pareto fronts for some given instances where the manifold is a sphere and where the manifold is a torus. The Pareto front for the curves on the torus turns out to be particularly interesting: the front is disconnected and it reveals two distinct Riemannian cubics with the same boundary data, which is the first known nontrivial instance of this kind. We also discuss some convexity conditions involving the Pareto fronts for curves on general Riemannian manifolds.</p>","PeriodicalId":50100,"journal":{"name":"Journal of Optimization Theory and Applications","volume":null,"pages":null},"PeriodicalIF":1.9,"publicationDate":"2024-04-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140580196","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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